st: 2 Questions about margeff: dummies and lincom

 From "Kristin J. Kleinjans" To Subject st: 2 Questions about margeff: dummies and lincom Date Thu, 3 Nov 2005 13:56:19 +0100 (CET)

```Dear Statalist,
I have 2 questions regarding the margeff command (that estimates average
marginal effects) by Tamas Bartus. I am using Stata 8SE.

1. I get an error using the command but am not sure what this implies. I
checked the "help for margeff" (May 22 2005) and the Stata Journal
submission by Bartus (22 April 2005).

Here is what I do:

I run a probit on
continuous variables: pnursy2, age2, logatota2
dummies with several categories: race2 race3, edu2 edu3    and

Here is what I get:

probit  rlivnhc6  pnursy2 age2 agesq2 ragender healthbad2 race2 race3
if marp2==0&hchildf2==0, robust

Iteration 0:   log pseudolikelihood = -1057.8623
Iteration 1:   log pseudolikelihood = -927.72662
Iteration 2:   log pseudolikelihood =  -925.3291
Iteration 3:   log pseudolikelihood = -925.32287
Iteration 4:   log pseudolikelihood = -925.32287

Probit estimates                               Number of obs   = 2054
Wald chi2(16)   = 237.65
Prob > chi2     =
0.0000
Log pseudolikelihood = -925.32287              Pseudo R2       = 0.1253

------------------------------------------------------------------------
|               Robust
rlivnhc6 |      Coef.   Std. Err.      z    P>|z|  [95% Conf. interval]
----------+-------------------------------------------------------------
pnursy2 |    .002027    .001292     1.57   0.117    -.0005052 .0045592
age2 |   .0714462   .0074125     9.64   0.000     .0569179 .0859744
agesq2 |  -.0011711   .0008612    -1.36   0.174    -.0028591 .0005169
ragender |   .0972772    .089316     1.09   0.276     -.077779 .2723334
healthbad2|   .1944082   .0768894     2.53   0.011     .0437077 .3451087
race2 |  -.2096341   .1015799    -2.06   0.039   -.4087271 -.0105412
race3 |  -.0055086    .226881    -0.02   0.981   -.4501873  .4391701
edu2 |    .000135   .0849145     0.00   0.999    -1662944  .1665644
edu3 |   .1068038   .0880652     1.21   0.225    -.0658009
.2794085
logatota2 |  -.0208433   .0077476    -2.69   0.007    -.0360283
-.0056583
riadla2 |   .6766688   .1953894     3.46   0.001     .2937126 1.059625
riadlasq2 |  -.2465945   .0992594    -2.48   0.013    -.4411394
-.0520496
radla2 |   .2762929   .1109397     2.49   0.013      .058855 .4937308
radlasq2 |   -.083948   .0362853    -2.31   0.021    -.1550659  -.01283
hchild2 |  -.0639309    .017976    -3.56   0.000    -.0991633
-.0286985
rlivsib2 |  -.0305856   .0183409    -1.67   0.095    -.0665332  .005362
_cons |  -6.227767    .600206   -10.38   0.000    -7.404149
-5.051385
---------------------------------------------------------------------------

Marginal effects at means on Prob(rlivnhc6==1) after probit

estimates post: matrix has missing values
r(504);

I don't get this result if instead I use this command:

radlasq2=0) dummies(edu2 edu3 race2 race3) replace

- but I am not sure if that gives me the correct results with respect to
the variables edu and race

2. Also, I was wondering if somebody knows how to determine the
relative weights on the variables in using the lincom command to get the
joint marginal effect for a variable which is included both by itself
and as a square term?

Thanks a lot for your help,

Kristin

Kristin J. Kleinjans
University of Aarhus
Department of Economics
Building 322
8000 Aarhus C
Denmark
Phone: +45 8942 1624. Fax: +45 8613 6334
E-mail: kkleinjans@econ.au.dk

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```